+74.1%
SAP vs ES
+2.9%
+71.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | +10.5% | +5.7% | +4.8% | +9.5% |
| 3M | +15.2% | -2.8% | +18.0% | +15.7% |
| 6M | +36.7% | +7.0% | +29.7% | +35.0% |
| YTD | -0.6% | +6.8% | -7.3% | -2.0% |
| 1Y | -4.1% | -0.5% | -3.7% | -4.5% |
| 3Y | +73.2% | +47.2% | +26.1% | +54.7% |
| 5Y | +74.1% | +2.3% | +71.9% | +73.5% |
| All | +74.1% | +2.9% | +71.2% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling